Semiparametric Methods

Notes (to come)

Topics Discussed in Class

• Kernel Methods.

• Polynomial-Based Methods.

• Spline-Based Methods.

• Quantile Regression Methods.

• Bounding Methods.

Readings Discussed in Class

• Gurmu, S., P. Rilstone, and S. Stern (1999). "Semiparametric Maximum Likelihood Estimation of Count Regression Models." Journal of Econometrics.

• Manski, C. ??

• Olley, S. and A. Pakes ??

• Powell, J. ??

• Stern, S. (1996). "Semiparametric Estimates of the Supply and Demand Effects of Disability on Labor Force Participation." Journal of Econometrics.

Homework

Other readings

• • Chamberlain, G. "Efficiency Bounds"

  • Coslett, S. ??

  • Gallant, R. and Nychka ??

  • Ichimura, H. and L. F. Lee ??

  • Klein, R. and R. Spady (1993). "An Efficient Semiparametric Estimator for Binary Response Models." Econometrica. 387-421.

  • Manski, C. "Maximum Score Estimation of the Stochastic Utility Model of Choice." Journal of Econometrics. 205-228.